On the trace approximations of products of Toeplitz matrices
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Publication:1950698
DOI10.1016/J.SPL.2012.11.019zbMATH Open1355.60044arXiv1405.3568OpenAlexW1963986275MaRDI QIDQ1950698FDOQ1950698
Authors: M. S. Ginovyan, Artur Sahakian 
Publication date: 13 May 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Abstract: The paper establishes error orders for integral limit approximations to the traces of products of Toeplitz matrices generated by integrable real symmetric functions defined on the unit circle. These approximations and the corresponding error bounds are of importance in the statistical analysis of discrete-time stationary processes: asymptotic distributions and large deviations of Toeplitz type random quadratic forms, estimation of the spectral parameters and functionals, etc.
Full work available at URL: https://arxiv.org/abs/1405.3568
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